Utilizing Poisson random measures, this book presents a novel approach to modeling complex systems influenced by random sources, such as financial interest rates and temperature variations. It explores the solutions of stochastic differential equations, focusing on their long-term behavior and sensitivity to initial conditions. The authors delve into integration theory within Banach spaces, extending beyond the typical Gaussian frameworks. Aimed at graduate students and researchers, it requires a solid understanding of stochastic processes, probability, and functional analysis.
